//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"OECD countries"
type_genre:"Amtsdruckschrift"
~person:"Huang, Zhuo"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
OECD countries
ARCH model
Estimation
11
Schätzung
11
ARCH-Modell
10
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
Time series analysis
4
Zeitreihenanalyse
4
China
3
Risikomaß
3
Risikoprämie
3
Risk measure
3
Risk premium
3
realized GARCH
3
Aktienmarkt
2
Börsenkurs
2
CAPM
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Realized GARCH
2
Risiko
2
Risk
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
2000-2012
1
Accrual
1
Accruals
1
Anlageverhalten
1
Ausreißer
1
Behavioural finance
1
CoVaR
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation theory
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Amtsdruckschrift
Aufsatz in Zeitschrift
Article in journal
10
Language
All
English
10
Author
All
Huang, Zhuo
Gupta, Rangan
23
Kumar, Dilip
19
Bahmani-Oskooee, Mohsen
16
Ma, Feng
16
Madsen, Jakob Brøchner
15
Gil-Alaña, Luis A.
13
Belke, Ansgar
12
McAleer, Michael
12
Apergēs, Nikolaos
11
Bouri, Elie
11
Malik, Farooq
11
Tiwari, Aviral Kumar
11
Chiang, Thomas C.
10
Herwartz, Helmut
10
Lee, Chien-chiang
10
Schneider, Friedrich
10
Wu, Xinyu
10
Yoon, Seong-min
10
Afonso, António
9
Brooks, Robert
9
Floros, Christos
9
Hamori, Shigeyuki
9
Balcilar, Mehmet
8
Francq, Christian
8
Liddle, Brantley
8
Nonejad, Nima
8
Woessmann, Ludger
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Živkov, Dejan
8
Antonakakis, Nikolaos
7
Bassanini, Andrea
7
Caporale, Guglielmo Maria
7
Chang, Tsangyao
7
Chen, Cathy W. S.
7
Guesmi, Khaled
7
Narayan, Paresh Kumar
7
Serletis, Apostolos
7
Shi, Yanlin
7
more ...
less ...
Published in...
All
Economic modelling
2
Economics letters
2
The journal of futures markets
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Finance research letters
1
Journal of applied econometrics
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
5
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
6
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
7
Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao
;
Shen, Shihan
;
Wang, Tianyi
;
Huang, Zhuo
- In:
China economic journal : the official journal of the …
9
(
2016
)
2
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
Saved in:
8
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
9
Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
10
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->